+30.7%
MCO vs TECH
-43.3%
+74.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | -3.8% | -0.4% | -3.3% | -3.6% |
| 30D | -0.4% | 0.0% | -0.4% | -0.4% |
| 3M | +7.7% | +33.7% | -25.9% | -2.1% |
| 6M | +7.0% | +34.9% | -27.9% | -4.4% |
| YTD | -6.4% | +23.2% | -29.6% | -14.3% |
| 1Y | -7.6% | +36.3% | -43.9% | -19.0% |
| 3Y | +43.2% | +2.3% | +41.0% | +32.5% |
| All | +30.7% | -43.3% | +74.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TECH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling